-25.7%
GIS vs NVT
+419.5%
-445.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -5.0% | +0.2% |
| 7D | -6.4% | +4.1% | -10.4% | -6.0% |
| 30D | -6.1% | -5.1% | -1.0% | -6.4% |
| 3M | +7.8% | -1.2% | +9.0% | +8.4% |
| 6M | -8.8% | +46.6% | -55.4% | -5.8% |
| YTD | -19.1% | +60.0% | -79.1% | -16.0% |
| 1Y | -24.8% | +70.8% | -95.6% | -21.6% |
| 3Y | -37.6% | +187.5% | -225.1% | -35.0% |
| All | -25.7% | +419.5% | -445.2% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling